+6.1%
IYR vs DKS
+12.8%
-6.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.8% | -4.7% | +1.9% | -2.2% |
| 30D | -2.5% | -35.1% | +32.5% | +2.6% |
| 3M | -3.0% | -37.7% | +34.8% | +2.7% |
| 6M | +1.6% | -30.7% | +32.4% | +5.5% |
| YTD | +7.3% | -31.9% | +39.2% | +11.6% |
| 1Y | +5.6% | -40.0% | +45.6% | +11.6% |
| 3Y | +28.1% | +28.4% | -0.3% | +16.2% |
| 5Y | +6.1% | +12.4% | -6.3% | -7.0% |
| All | +6.1% | +12.8% | -6.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling